+201.4%
MCHP vs TMF
-86.2%
+287.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -9.8% | -1.0% | -8.8% | -9.8% |
| 3M | -19.7% | -11.3% | -8.4% | -20.5% |
| 6M | +13.6% | -22.7% | +36.3% | +11.0% |
| YTD | +16.5% | -17.3% | +33.9% | +14.7% |
| 1Y | +15.7% | -22.5% | +38.2% | +13.3% |
| 3Y | 0.0% | -43.2% | +43.2% | -4.3% |
| 5Y | +4.4% | -88.3% | +92.7% | -23.3% |
| 10Y | +201.4% | -86.0% | +287.4% | +159.6% |
| All | +201.4% | -86.2% | +287.6% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling